+425.4%
SN vs PCOR
+2.5%
+422.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.8% | +23.7% | -19.9% | -2.7% |
| 30D | +17.5% | +39.0% | -21.5% | +6.5% |
| 3M | +19.2% | +35.8% | -16.5% | +8.3% |
| 6M | +84.9% | +38.2% | +46.7% | +66.0% |
| YTD | +94.0% | +3.9% | +90.1% | +88.8% |
| 1Y | +151.3% | +5.7% | +145.7% | +142.9% |
| 3Y | +387.1% | +44.8% | +342.3% | +316.4% |
| All | +425.4% | +2.5% | +422.9% | +488.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling